CEGI.L vs. METY.L
CEGI.L (REX Crypto Equity Income & Growth UCITS ETF Distributing) and METY.L (IncomeShares META Options ETP) are both Derivative Income funds. Both are actively managed. Over the past year, CEGI.L returned 36.17% vs -25.37% for METY.L. At a 0.33 correlation, their price movements are largely independent. CEGI.L charges 0.65%/yr vs 0.55%/yr for METY.L.
Performance
CEGI.L vs. METY.L - Performance Comparison
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Returns By Period
In the year-to-date period, CEGI.L achieves a 21.78% return, which is significantly higher than METY.L's -18.97% return.
CEGI.L
- 1D
- 0.00%
- 1M
- -7.68%
- 6M
- 11.56%
- YTD
- 21.78%
- 1Y
- 36.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
METY.L
- 1D
- 0.00%
- 1M
- 6.48%
- 6M
- -13.77%
- YTD
- -18.97%
- 1Y
- -25.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CEGI.L vs. METY.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing | 21.78% | 15.60% |
METY.L IncomeShares META Options ETP | -18.97% | -7.86% |
Correlation
The correlation between CEGI.L and METY.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025 | 0.33 |
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Return for Risk
CEGI.L vs. METY.L — Risk / Return Rank
CEGI.L
METY.L
CEGI.L vs. METY.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) and IncomeShares META Options ETP (METY.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CEGI.L | METY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.87 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | -0.61 | +1.90 |
| Martin ratioReturn relative to average drawdown | 2.85 | -1.03 | +3.87 |
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Drawdowns
CEGI.L vs. METY.L - Drawdown Comparison
The maximum CEGI.L drawdown since its inception was -27.98%, smaller than the maximum METY.L drawdown of -41.54%. Use the drawdown chart below to compare losses from any high point for CEGI.L and METY.L.
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Drawdown Indicators
| CEGI.L | METY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.98% | -41.54% | +13.56% |
Max Drawdown (1Y)Largest decline over 1 year | -27.98% | -41.54% | +13.56% |
Current DrawdownCurrent decline from peak | -8.97% | -33.16% | +24.19% |
Average DrawdownAverage peak-to-trough decline | -9.52% | -16.20% | +6.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.70% | 24.71% | -12.01% |
Volatility
CEGI.L vs. METY.L - Volatility Comparison
The current volatility for REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) is 9.85%, while IncomeShares META Options ETP (METY.L) has a volatility of 12.68%. This indicates that CEGI.L experiences smaller price fluctuations and is considered to be less risky than METY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEGI.L | METY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.85% | 12.68% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 25.58% | 26.22% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.16% | 32.32% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.79% | 31.70% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.79% | 31.70% | +3.09% |
CEGI.L vs. METY.L - Expense Ratio Comparison
CEGI.L has a 0.65% expense ratio, which is higher than METY.L's 0.55% expense ratio.
Dividends
CEGI.L vs. METY.L - Dividend Comparison
CEGI.L's dividend yield for the trailing twelve months is around 18.49%, less than METY.L's 21.00% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing | 18.49% | 9.50% | 0.00% |
METY.L IncomeShares META Options ETP | 21.00% | 19.94% | 3.15% |
Frequently Asked Questions
CEGI.L and METY.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, METY.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
METY.L is cheaper with a 0.55% expense ratio, compared with 0.65% for CEGI.L.
They also come from different issuers: REX and Leverage Shares. Their fees differ too: 0.65% for CEGI.L and 0.55% for METY.L.
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